PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-14 20:37:54.050423+00:00 (UTC)
In US/Central Time, this is 2024-03-14 15:37:54.050423-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897690 -0.476285 0.085432 -0.007205 0.545913 0.254909
1997-01-03 -0.885982 -0.476285 -0.156334 0.008317 0.745467 0.205760
1997-01-06 -0.882079 -0.476285 -0.064920 -0.014966 0.778341 0.269691
1997-01-07 -0.882079 -0.455454 -0.129872 -0.046011 0.837960 0.383283
1997-01-08 -0.893787 -0.455454 -0.022821 -0.084817 0.786001 0.496484
... ... ... ... ... ... ...
2024-03-07 -0.815733 -1.497026 -0.720455 1.808912 1.132807 -0.250848
2024-03-08 -0.819636 -1.476194 -0.684370 1.871002 1.023027 -0.227859
2024-03-11 -0.819636 -1.497026 -0.626635 1.871002 0.924728 -0.175540
2024-03-12 -0.843052 -1.507441 -0.792624 1.816673 1.034751 0.037306
2024-03-13 -0.862566 -1.507441 -0.803449 1.762345 1.065222 0.154233

7186 rows × 6 columns

../../_images/57226ac72414d22770258682076c683a76f4f41758b38fa62df42f142734bf2f.png
pc1
DATE
1997-01-02   -0.579366
1997-01-03   -0.685582
1997-01-06   -0.668462
1997-01-07   -0.704856
1997-01-08   -0.674499
                ...   
2024-03-07   -1.532035
2024-03-08   -1.511174
2024-03-11   -1.486734
2024-03-12   -1.590547
2024-03-13   -1.612566
Name: PC1, Length: 7186, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/08b9d9c203038b15d96eaf603c9ac817d1f1dc0f78218c436d726a95671de3e8.png
fig = px.line(pc1)
fig.show()
../../_images/6c26c12b092e55fcda53a9755f3c83e5df090eb8d3c9dce8cbaba792c735dc28.png